+280.3%
LIN vs XLC
+127.8%
+152.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +3.6% | +3.1% | +0.5% | +1.8% |
| 30D | +6.4% | -6.5% | +12.9% | +10.4% |
| 3M | +6.5% | -5.6% | +12.1% | +9.6% |
| 6M | +4.9% | -9.2% | +14.1% | +10.1% |
| YTD | +23.4% | -10.6% | +34.0% | +30.4% |
| 1Y | +26.3% | -6.9% | +33.2% | +30.1% |
| 3Y | +38.0% | +59.9% | -21.9% | +0.1% |
| 5Y | +68.0% | +34.7% | +33.3% | +35.5% |
| All | +280.3% | +127.8% | +152.5% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling